-74.7%
NKE vs SITM
+187.3%
-262.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | -0.2% |
| 7D | -4.2% | +3.9% | -8.0% | -4.6% |
| 30D | -8.2% | -6.6% | -1.6% | -7.8% |
| 3M | -19.1% | -11.9% | -7.2% | -19.2% |
| 6M | -32.6% | +81.1% | -113.8% | -40.8% |
| YTD | -40.7% | +80.0% | -120.7% | -48.4% |
| 1Y | -48.9% | +145.8% | -194.7% | -58.4% |
| 3Y | -59.2% | +475.9% | -535.1% | -74.1% |
| All | -74.7% | +187.3% | -262.0% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling